☆28May 21, 2026Updated this week
Alternatives and similar repositories for cvxrisk
Users that are interested in cvxrisk are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Tool to support backtests☆52Updated this week
- A CVXPY extension for saddle problems☆28Mar 1, 2026Updated 2 months ago
- Convex optimization over risk-neutral probabilities.☆15Apr 22, 2020Updated 6 years ago
- critical line algorithm for efficient frontier☆22Updated this week
- ☆71Jun 13, 2025Updated 11 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Aug 1, 2023Updated 2 years ago
- ☆35Jun 13, 2025Updated 11 months ago
- This repository contains a reference implementation of the Markowitz portfolio optimization problem discussed in the paper Markowitz Port…☆37Nov 24, 2025Updated 6 months ago
- Simple command line interface to create repos based on templates☆36Mar 10, 2026Updated 2 months ago
- The Valuation of Convertible Bonds with Credit Risk (for Honours in Advanced Mathematics of Finance research project, at the University o…☆11Nov 23, 2012Updated 13 years ago
- FactorLab is a python library that enables the discovery and analysis of alpha and risk factors used in the investment algorithm developm…☆10May 17, 2026Updated last week
- Prompting Techniques for Attorneys☆15Apr 30, 2026Updated 3 weeks ago
- Run hierarchical risk parity algorithms☆55May 12, 2026Updated 2 weeks ago
- ☆11Aug 31, 2024Updated last year
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- CVQP: An operator splitting solver for large-scale CVaR-constrained quadratic programs☆29Apr 30, 2026Updated 3 weeks ago
- Utility functions to support analytics over FHIR in BigQuery or Apache Spark☆15Jan 8, 2024Updated 2 years ago
- Snapshots for unit tests using the tinytest framework for `R`. Includes expectations to test base `R` and `ggplot2` plots as well as cons …☆18Jan 3, 2026Updated 4 months ago
- A columnar data container that can be compressed.☆19Nov 3, 2025Updated 6 months ago
- z3-powered solver (theorem prover) for deal☆16Sep 28, 2023Updated 2 years ago
- Persist Pandas objects within a MongoDB database☆14Feb 24, 2026Updated 3 months ago
- ☆31May 19, 2026Updated last week
- Mean Reversion Trading Strategy☆30Apr 20, 2021Updated 5 years ago
- Open-source hub for cleaned, annotated, and well-documented financial datasets. Contributors can add new data, notebooks, and visualizati…☆20Sep 1, 2025Updated 8 months ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Numerical Methods in Finance☆19Jun 8, 2018Updated 7 years ago
- Entropy Pooling in Python with a BSD 3-Clause license.☆41Jan 23, 2026Updated 4 months ago
- Python app for black-litterman portfolio optimisation☆10Dec 8, 2022Updated 3 years ago
- ☆11Sep 14, 2024Updated last year
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆12May 12, 2020Updated 6 years ago
- SnapLoc is a product that does automatic image classification and spatio-temporal analysis in order to recommend the places of interest i…☆15Mar 21, 2018Updated 8 years ago
- Apache Arrow is a cross-language development platform for in-memory data. It specifies a standardized language-independent columnar memor…☆14May 1, 2026Updated 3 weeks ago
- Library for conditional Gaussian mixture models, compatible with scikit-learn.☆38Oct 1, 2025Updated 7 months ago
- A scenario reduction tool modeling the random data processes realized in Python.☆16Jun 12, 2020Updated 5 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆17Aug 4, 2024Updated last year
- Python interface for ECOS☆60Jun 18, 2024Updated last year
- ☆10Jan 5, 2018Updated 8 years ago
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- MsgPack Headers for R / msgpack.org[R]☆22Jan 27, 2026Updated 3 months ago
- Active Statistics book web page☆12Jan 3, 2025Updated last year
- ☆32Mar 11, 2025Updated last year